This paper is devoted to the statistical and numerical properties of the...
The goal of this note is to present a modification of the popular median...
We consider the high-dimensional linear regression model and assume that...
The topic of robustness is experiencing a resurgence of interest in the
...
We consider the problem of estimating the covariance structure of a rand...
This paper addresses the following question: given a sample of i.i.d. ra...
We study the supervised clustering problem under the two-component
aniso...
Let X be a random variable with unknown mean and finite variance. We
pre...
This paper investigates asymptotic properties of a class of algorithms t...
This paper investigates robust versions of the general empirical risk
mi...
Median-of-means technique is an elegant and general method for estimatin...
We offer a survey of selected recent results on covariance estimation fo...
We propose user-friendly covariance matrix estimators that are robust ag...
Let Y be a d-dimensional random vector with unknown mean μ and
covarianc...
This paper presents new algorithms for distributed statistical estimatio...
Estimation of the covariance matrix has attracted a lot of attention of ...